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Last edited by Tom Morris
February 4, 2018 | History
The money market has traditionally been defined as the market for short-term marketable debt instruments, such as commercial paper (CP) and treasury bills (TBs). It is much more than this. It embraces all short-term lending and borrowing, marketable and non-marketable, and includes the significant interbank market.
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Publish Date
2013
Publisher
Bookboon.com
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Book Details
Table of Contents
Obsah
1. Context: the financial system 1.1. Learning objectives
1.2. Introduction
1.3. The financial system
1.4. Allied participants in the financial system
1.5. Summary
1.6. Bibliography
2. Overview 2.1. Learning objectives
2.2. Definition
2.3. Primary money market: supply of and demand for short-term funds
2.4. Organisational structure of the money market
2.5. Money (deposit) creation in the money market
2.6. Interbank deposit / loan market
2.7. Money market interest rates
2.8. Money market derivative markets
2.9. International aspects of the money market
2.10. Economics of the money market
2.11. Summary
2.12. Bibliography
3. Interbank market & monetary policy 3.1. Learning outcomes
3.2. Introduction
3.3. Bank to central bank interbank market (required reserves) (b2cb IBM)
3.4. Bank to bank interbank market at the final interbank clearing (reserve funds market) (b2b IBM)
3.5. Central bank to bank interbank market (liquidity shortage) (cb2b IBM)
3.6. The money market identity / analysis
3.7. Bank to bank interbank market revisited
3.8. Summary
3.9. Bibliography
4. Mathematics 4.1. Learning objectives
4.2. Introduction
4.3. Time value of money concept
4.4. Simple interest
4.5. Compound interest
4.6. Broken periods of less than a year (one interest payment)
4.7. Discount
4.8. Effective rate
4.9. Interest-add-on securities
4.10. Discount securities
4.11. Treasury bill tender mathematics
4.12. Bonds with longer than six months to maturity date
4.13. Bibliography
5. Deposit & debt securities 5.1. Learning objectives
5.2. Introduction
5.3. Money market interest rates
5.4. Deposit securities
5.5. Debt securities
5.6. Summary
5.7. Bibliography
6. Derivative instruments 6.1. Learning objectives
6.2. Introduction
6.3. Forwards
6.4. Money market interest rate future
6.5. Interest rate swaps
6.6. Options
6.7. Derivatives on derivatives
6.8. Summary
6.9. Bibliography
ID Numbers
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Feedback?February 4, 2018 | Edited by Tom Morris | merge authors |
April 15, 2015 | Edited by Alice Kirk | Edited without comment. |
April 14, 2015 | Edited by Alice Kirk | Edited without comment. |
April 14, 2015 | Created by Alice Kirk | Added new book. |